(Photo: Reuters/Charlie Leight)Jodi Arias talks about the text messages with Travis Alexander from March through May 2008, as she testifies during her murder trial in Maricopa County Superior Court in Phoenix, Arizona February 19, 2013. Arias is accused of murdering Alexander, in the shower of his Mesa home in 2008.

The Jodi Arias jury was in tears on Thursday as they listened to the siblings of Travis Alexander talk about the impact that his murder has had on their lives.

Thursday marked the first day of the penalty phase of the sentencing for Arias, where the jury will decide whether she will be sentenced to death or life in prison.

Arias, 32, was convicted last week of the first degree murder of her ex-boyfriend, Alexander, who was found in 2008 with dozens of stab wounds over his body, as well as a gunshot wound to the head, and his throat slit nearly from ear to ear.

The prosecution brought up Alexander's brother Stephen Alexander and sister Samantha Alexander to give their statements to the jury, and as they did so the jury was visibly moved to tears, with Arias herself crying throughout.

Stephen Alexander said, "I thought my brother was bulletproof. I thought he was stronger than anything, that he couldn't be cut down or knocked down. He was unbreakable. Who would want to do this to him? For what reasons? Unfortunately I won't ever get the answers to most of my questions."

Both siblings have been told that they are not allowed to petition the jury to give Arias any particular sentence, but that they should only express how the killing had affected them, and to also offer an account of what type of person Travis was.

Stephen Alexander admitted to having marital problems in the years after the murder as he struggled with depression and anxiety. He also explained how he had regular nightmares: "I don't want these nightmares anymore. I don't want to have to see my brother's murderer anymore. I don't want to hear his name dragged through the mud."

He was referring to the way Arias' defense team had claimed that Travis was the aggressor, and portrayed him as some kind of sexual deviant who bullied Arias mentally and physically.

Meanwhile, Samantha Alexander told the jury, "We have been at this trial everyday since it started. We have heard every detail about the crime and the injuries Travis suffered. I am a police officer, and some of these photos are more gruesome than what I've seen in 11 years of law enforcement."

"Our family has bore the burden of extreme financial hardship and loss to be sure that Travis's life was not forgotten, not lost in vain. To have Travis taken so barbarically is beyond any words we can find to describe our horrific loss."

The court will not come together again on Friday, but will reconvene on Monday, when it is expected that Arias herself will take to the stand to speak to the jury. The defense, it has been claimed, will bring out a number of character witnesses on her behalf to try and argue there are "mitigating factors" in the case that should bar Arias from receiving the death penalty. However, much will rest on what Arias says to the jury.

In the minutes following her guilty verdict she gave an interview and expressed that she would prefer the death penalty instead of life in prison, calling the death sentence "the ultimate freedom."

Many analysts have wondered whether she would backtrack on those words and plead for her life. If she does, then she would need to show clear remorse – something she has failed to show so far, continuing to portray herself as misunderstood and as the victim. Even if she does, it is still arguable whether the jury would decide against giving her the death penalty.